Overview
The Role
This role sits within a vibrant and team-oriented team of Model Governance professionals, with the objective to establish and maintain a robust credit risk model governance framework, and support the ongoing model monitoring of the Group.
Responsibilities
- Manage ongoing monitoring of credit risk (retail & non-retail) models leveraged to establish and maintain ‘best practice’ risk management
- Proactively engage credit risk modellers, product risk managers, data and system team, project teams, independent model validators, regulatory affairs team and group risk governance team to keep up-to-date with most recent developments across the group
- Ensure core modelling data is managed and maintained to facilitate compliance, to meet business requirements and also APRA’s Data Management Framework (e.g. CPG235)
- Facilitate regular credit risk model monitoring forums and reviews of model monitoring outcomes
- Enhance existing model monitoring framework by adopting the use of BitBucket and Tableau
- Collaborate with various stakeholders to ensure data transition from warehouse to discovery environment to production environment is efficient and robust
- Keep track of risk issues and resolutions, recommend remedial action required to address marginal or unsatisfactory model performance
- Execute delivery of data requests and supporting analysis required for APRA annual IRB validation
Qualifications
- 3+ years experience in credit risk analytics / management, with detailed understanding of data management, business and consumer portfolios across brands, underlying systems and data
- Understanding of analytics, models and data to facilitate effective credit risk management
- Can take initiatives in identifying new opportunities to enhance existing business processes through the use of statistical models and tools
- Strong communication and stakeholder management skills, with the ability to learn and adapt
- Tertiary qualifications (Quantitative, Actuarial, Statistics or other relevant degree) or equivalent business experience
- Technical orientations- SAS programming, SQL, R, Excel with VBA, Word, PowerPoint, Bitbucket and Tableau
For further information on this role or to confidentially apply, please send an up to date CV /and contact
Eugena Gong on or apply directly via the Apply for this job button. Only WORD FORMAT resumes will be accepted.
#J-18808-Ljbffr
📌 Manager, Model Governance / Monitoring
🏢 Beathchapman Pte
📍 City of Sydney